Rob,
I am not all that familiar with your engine setup but I used VDO guages in my Cobra when I was racing and if your sending unit screws into a port and you used teflon tape or any type of insulation, that will stop the unit from working. All the above answers are good and should give you a good starting point. We found the tape issue when 3 of the other people's Cobras suddenly had no
oil pressure and they had changed the sending units. I never used anything on mine so I never had a problem, and once the tape was removed, theirs worked ok.
Ron